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<div class="title">NumericalDiff.h</div>  </div>
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<div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno">    1</span>&#160;<span class="comment">// -*- coding: utf-8</span></div>
<div class="line"><a name="l00002"></a><span class="lineno">    2</span>&#160;<span class="comment">// vim: set fileencoding=utf-8</span></div>
<div class="line"><a name="l00003"></a><span class="lineno">    3</span>&#160; </div>
<div class="line"><a name="l00004"></a><span class="lineno">    4</span>&#160;<span class="comment">// This file is part of Eigen, a lightweight C++ template library</span></div>
<div class="line"><a name="l00005"></a><span class="lineno">    5</span>&#160;<span class="comment">// for linear algebra.</span></div>
<div class="line"><a name="l00006"></a><span class="lineno">    6</span>&#160;<span class="comment">//</span></div>
<div class="line"><a name="l00007"></a><span class="lineno">    7</span>&#160;<span class="comment">// Copyright (C) 2009 Thomas Capricelli &lt;orzel@freehackers.org&gt;</span></div>
<div class="line"><a name="l00008"></a><span class="lineno">    8</span>&#160;<span class="comment">//</span></div>
<div class="line"><a name="l00009"></a><span class="lineno">    9</span>&#160;<span class="comment">// This Source Code Form is subject to the terms of the Mozilla</span></div>
<div class="line"><a name="l00010"></a><span class="lineno">   10</span>&#160;<span class="comment">// Public License v. 2.0. If a copy of the MPL was not distributed</span></div>
<div class="line"><a name="l00011"></a><span class="lineno">   11</span>&#160;<span class="comment">// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.</span></div>
<div class="line"><a name="l00012"></a><span class="lineno">   12</span>&#160; </div>
<div class="line"><a name="l00013"></a><span class="lineno">   13</span>&#160;<span class="preprocessor">#ifndef EIGEN_NUMERICAL_DIFF_H</span></div>
<div class="line"><a name="l00014"></a><span class="lineno">   14</span>&#160;<span class="preprocessor">#define EIGEN_NUMERICAL_DIFF_H</span></div>
<div class="line"><a name="l00015"></a><span class="lineno">   15</span>&#160; </div>
<div class="line"><a name="l00016"></a><span class="lineno">   16</span>&#160;<span class="preprocessor">#include &quot;./InternalHeaderCheck.h&quot;</span></div>
<div class="line"><a name="l00017"></a><span class="lineno">   17</span>&#160; </div>
<div class="line"><a name="l00018"></a><span class="lineno">   18</span>&#160;<span class="keyword">namespace </span><a class="code" href="namespaceEigen.html">Eigen</a> { </div>
<div class="line"><a name="l00019"></a><span class="lineno">   19</span>&#160; </div>
<div class="line"><a name="l00020"></a><span class="lineno">   20</span>&#160;<span class="keyword">enum</span> NumericalDiffMode {</div>
<div class="line"><a name="l00021"></a><span class="lineno">   21</span>&#160;    Forward,</div>
<div class="line"><a name="l00022"></a><span class="lineno">   22</span>&#160;    Central</div>
<div class="line"><a name="l00023"></a><span class="lineno">   23</span>&#160;};</div>
<div class="line"><a name="l00024"></a><span class="lineno">   24</span>&#160; </div>
<div class="line"><a name="l00025"></a><span class="lineno">   25</span>&#160; </div>
<div class="line"><a name="l00037"></a><span class="lineno">   37</span>&#160;<span class="keyword">template</span>&lt;<span class="keyword">typename</span> Functor_, NumericalDiffMode mode=Forward&gt;</div>
<div class="line"><a name="l00038"></a><span class="lineno"><a class="line" href="classEigen_1_1NumericalDiff.html">   38</a></span>&#160;<span class="keyword">class </span><a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a> : <span class="keyword">public</span> Functor_</div>
<div class="line"><a name="l00039"></a><span class="lineno">   39</span>&#160;{</div>
<div class="line"><a name="l00040"></a><span class="lineno">   40</span>&#160;<span class="keyword">public</span>:</div>
<div class="line"><a name="l00041"></a><span class="lineno">   41</span>&#160;    <span class="keyword">typedef</span> Functor_ Functor;</div>
<div class="line"><a name="l00042"></a><span class="lineno">   42</span>&#160;    <span class="keyword">typedef</span> <span class="keyword">typename</span> Functor::Scalar Scalar;</div>
<div class="line"><a name="l00043"></a><span class="lineno">   43</span>&#160;    <span class="keyword">typedef</span> <span class="keyword">typename</span> Functor::InputType InputType;</div>
<div class="line"><a name="l00044"></a><span class="lineno">   44</span>&#160;    <span class="keyword">typedef</span> <span class="keyword">typename</span> Functor::ValueType ValueType;</div>
<div class="line"><a name="l00045"></a><span class="lineno">   45</span>&#160;    <span class="keyword">typedef</span> <span class="keyword">typename</span> Functor::JacobianType JacobianType;</div>
<div class="line"><a name="l00046"></a><span class="lineno">   46</span>&#160; </div>
<div class="line"><a name="l00047"></a><span class="lineno">   47</span>&#160;    <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>(Scalar _epsfcn=0.) : Functor(), epsfcn(_epsfcn) {}</div>
<div class="line"><a name="l00048"></a><span class="lineno">   48</span>&#160;    <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>(<span class="keyword">const</span> Functor&amp; f, Scalar _epsfcn=0.) : Functor(f), epsfcn(_epsfcn) {}</div>
<div class="line"><a name="l00049"></a><span class="lineno">   49</span>&#160; </div>
<div class="line"><a name="l00050"></a><span class="lineno">   50</span>&#160;    <span class="comment">// forward constructors</span></div>
<div class="line"><a name="l00051"></a><span class="lineno">   51</span>&#160;    <span class="keyword">template</span>&lt;<span class="keyword">typename</span> T0&gt;</div>
<div class="line"><a name="l00052"></a><span class="lineno">   52</span>&#160;        <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>(<span class="keyword">const</span> T0&amp; a0) : Functor(a0), epsfcn(0) {}</div>
<div class="line"><a name="l00053"></a><span class="lineno">   53</span>&#160;    <span class="keyword">template</span>&lt;<span class="keyword">typename</span> T0, <span class="keyword">typename</span> T1&gt;</div>
<div class="line"><a name="l00054"></a><span class="lineno">   54</span>&#160;        <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>(<span class="keyword">const</span> T0&amp; a0, <span class="keyword">const</span> T1&amp; a1) : Functor(a0, a1), epsfcn(0) {}</div>
<div class="line"><a name="l00055"></a><span class="lineno">   55</span>&#160;    <span class="keyword">template</span>&lt;<span class="keyword">typename</span> T0, <span class="keyword">typename</span> T1, <span class="keyword">typename</span> T2&gt;</div>
<div class="line"><a name="l00056"></a><span class="lineno">   56</span>&#160;        <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>(<span class="keyword">const</span> T0&amp; a0, <span class="keyword">const</span> T1&amp; a1, <span class="keyword">const</span> T2&amp; a2) : Functor(a0, a1, a2), epsfcn(0) {}</div>
<div class="line"><a name="l00057"></a><span class="lineno">   57</span>&#160; </div>
<div class="line"><a name="l00058"></a><span class="lineno">   58</span>&#160;    <span class="keyword">enum</span> {</div>
<div class="line"><a name="l00059"></a><span class="lineno">   59</span>&#160;        InputsAtCompileTime = Functor::InputsAtCompileTime,</div>
<div class="line"><a name="l00060"></a><span class="lineno">   60</span>&#160;        ValuesAtCompileTime = Functor::ValuesAtCompileTime</div>
<div class="line"><a name="l00061"></a><span class="lineno">   61</span>&#160;    };</div>
<div class="line"><a name="l00062"></a><span class="lineno">   62</span>&#160; </div>
<div class="line"><a name="l00066"></a><span class="lineno"><a class="line" href="classEigen_1_1NumericalDiff.html#a3f24699bf3bdcd03a7cee24ffefd35b6">   66</a></span>&#160;    <span class="keywordtype">int</span> <a class="code" href="classEigen_1_1NumericalDiff.html#a3f24699bf3bdcd03a7cee24ffefd35b6">df</a>(<span class="keyword">const</span> InputType&amp; _x, JacobianType &amp;jac)<span class="keyword"> const</span></div>
<div class="line"><a name="l00067"></a><span class="lineno">   67</span>&#160;<span class="keyword">    </span>{</div>
<div class="line"><a name="l00068"></a><span class="lineno">   68</span>&#160;        <span class="keyword">using</span> std::sqrt;</div>
<div class="line"><a name="l00069"></a><span class="lineno">   69</span>&#160;        <span class="keyword">using</span> std::abs;</div>
<div class="line"><a name="l00070"></a><span class="lineno">   70</span>&#160;        <span class="comment">/* Local variables */</span></div>
<div class="line"><a name="l00071"></a><span class="lineno">   71</span>&#160;        Scalar h;</div>
<div class="line"><a name="l00072"></a><span class="lineno">   72</span>&#160;        <span class="keywordtype">int</span> nfev=0;</div>
<div class="line"><a name="l00073"></a><span class="lineno">   73</span>&#160;        <span class="keyword">const</span> <span class="keyword">typename</span> InputType::Index n = _x.size();</div>
<div class="line"><a name="l00074"></a><span class="lineno">   74</span>&#160;        <span class="keyword">const</span> Scalar eps = <a class="codeRef" href="../namespaceEigen.html#af4f536e8ea56702e63088efb3706d1f0">sqrt</a>(((std::max)(epsfcn,<a class="codeRef" href="../structEigen_1_1NumTraits.html">NumTraits&lt;Scalar&gt;::epsilon</a>() )));</div>
<div class="line"><a name="l00075"></a><span class="lineno">   75</span>&#160;        ValueType val1, val2;</div>
<div class="line"><a name="l00076"></a><span class="lineno">   76</span>&#160;        InputType x = _x;</div>
<div class="line"><a name="l00077"></a><span class="lineno">   77</span>&#160;        <span class="comment">// TODO : we should do this only if the size is not already known</span></div>
<div class="line"><a name="l00078"></a><span class="lineno">   78</span>&#160;        val1.resize(Functor::values());</div>
<div class="line"><a name="l00079"></a><span class="lineno">   79</span>&#160;        val2.resize(Functor::values());</div>
<div class="line"><a name="l00080"></a><span class="lineno">   80</span>&#160; </div>
<div class="line"><a name="l00081"></a><span class="lineno">   81</span>&#160;        <span class="comment">// initialization</span></div>
<div class="line"><a name="l00082"></a><span class="lineno">   82</span>&#160;        <span class="keywordflow">switch</span>(mode) {</div>
<div class="line"><a name="l00083"></a><span class="lineno">   83</span>&#160;            <span class="keywordflow">case</span> Forward:</div>
<div class="line"><a name="l00084"></a><span class="lineno">   84</span>&#160;                <span class="comment">// compute f(x)</span></div>
<div class="line"><a name="l00085"></a><span class="lineno">   85</span>&#160;                Functor::operator()(x, val1); nfev++;</div>
<div class="line"><a name="l00086"></a><span class="lineno">   86</span>&#160;                <span class="keywordflow">break</span>;</div>
<div class="line"><a name="l00087"></a><span class="lineno">   87</span>&#160;            <span class="keywordflow">case</span> Central:</div>
<div class="line"><a name="l00088"></a><span class="lineno">   88</span>&#160;                <span class="comment">// do nothing</span></div>
<div class="line"><a name="l00089"></a><span class="lineno">   89</span>&#160;                <span class="keywordflow">break</span>;</div>
<div class="line"><a name="l00090"></a><span class="lineno">   90</span>&#160;            <span class="keywordflow">default</span>:</div>
<div class="line"><a name="l00091"></a><span class="lineno">   91</span>&#160;                eigen_assert(<span class="keyword">false</span>);</div>
<div class="line"><a name="l00092"></a><span class="lineno">   92</span>&#160;        };</div>
<div class="line"><a name="l00093"></a><span class="lineno">   93</span>&#160; </div>
<div class="line"><a name="l00094"></a><span class="lineno">   94</span>&#160;        <span class="comment">// Function Body</span></div>
<div class="line"><a name="l00095"></a><span class="lineno">   95</span>&#160;        <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0; j &lt; n; ++j) {</div>
<div class="line"><a name="l00096"></a><span class="lineno">   96</span>&#160;            h = eps * <a class="codeRef" href="../namespaceEigen.html#ae27242789e7e62a8c42579b79be59b1a">abs</a>(x[j]);</div>
<div class="line"><a name="l00097"></a><span class="lineno">   97</span>&#160;            <span class="keywordflow">if</span> (h == 0.) {</div>
<div class="line"><a name="l00098"></a><span class="lineno">   98</span>&#160;                h = eps;</div>
<div class="line"><a name="l00099"></a><span class="lineno">   99</span>&#160;            }</div>
<div class="line"><a name="l00100"></a><span class="lineno">  100</span>&#160;            <span class="keywordflow">switch</span>(mode) {</div>
<div class="line"><a name="l00101"></a><span class="lineno">  101</span>&#160;                <span class="keywordflow">case</span> Forward:</div>
<div class="line"><a name="l00102"></a><span class="lineno">  102</span>&#160;                    x[j] += h;</div>
<div class="line"><a name="l00103"></a><span class="lineno">  103</span>&#160;                    Functor::operator()(x, val2);</div>
<div class="line"><a name="l00104"></a><span class="lineno">  104</span>&#160;                    nfev++;</div>
<div class="line"><a name="l00105"></a><span class="lineno">  105</span>&#160;                    x[j] = _x[j];</div>
<div class="line"><a name="l00106"></a><span class="lineno">  106</span>&#160;                    jac.col(j) = (val2-val1)/h;</div>
<div class="line"><a name="l00107"></a><span class="lineno">  107</span>&#160;                    <span class="keywordflow">break</span>;</div>
<div class="line"><a name="l00108"></a><span class="lineno">  108</span>&#160;                <span class="keywordflow">case</span> Central:</div>
<div class="line"><a name="l00109"></a><span class="lineno">  109</span>&#160;                    x[j] += h;</div>
<div class="line"><a name="l00110"></a><span class="lineno">  110</span>&#160;                    Functor::operator()(x, val2); nfev++;</div>
<div class="line"><a name="l00111"></a><span class="lineno">  111</span>&#160;                    x[j] -= 2*h;</div>
<div class="line"><a name="l00112"></a><span class="lineno">  112</span>&#160;                    Functor::operator()(x, val1); nfev++;</div>
<div class="line"><a name="l00113"></a><span class="lineno">  113</span>&#160;                    x[j] = _x[j];</div>
<div class="line"><a name="l00114"></a><span class="lineno">  114</span>&#160;                    jac.col(j) = (val2-val1)/(2*h);</div>
<div class="line"><a name="l00115"></a><span class="lineno">  115</span>&#160;                    <span class="keywordflow">break</span>;</div>
<div class="line"><a name="l00116"></a><span class="lineno">  116</span>&#160;                <span class="keywordflow">default</span>:</div>
<div class="line"><a name="l00117"></a><span class="lineno">  117</span>&#160;                    eigen_assert(<span class="keyword">false</span>);</div>
<div class="line"><a name="l00118"></a><span class="lineno">  118</span>&#160;            };</div>
<div class="line"><a name="l00119"></a><span class="lineno">  119</span>&#160;        }</div>
<div class="line"><a name="l00120"></a><span class="lineno">  120</span>&#160;        <span class="keywordflow">return</span> nfev;</div>
<div class="line"><a name="l00121"></a><span class="lineno">  121</span>&#160;    }</div>
<div class="line"><a name="l00122"></a><span class="lineno">  122</span>&#160;<span class="keyword">private</span>:</div>
<div class="line"><a name="l00123"></a><span class="lineno">  123</span>&#160;    Scalar epsfcn;</div>
<div class="line"><a name="l00124"></a><span class="lineno">  124</span>&#160; </div>
<div class="line"><a name="l00125"></a><span class="lineno">  125</span>&#160;    <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>&amp; operator=(<span class="keyword">const</span> <a class="code" href="classEigen_1_1NumericalDiff.html">NumericalDiff</a>&amp;);</div>
<div class="line"><a name="l00126"></a><span class="lineno">  126</span>&#160;};</div>
<div class="line"><a name="l00127"></a><span class="lineno">  127</span>&#160; </div>
<div class="line"><a name="l00128"></a><span class="lineno">  128</span>&#160;} <span class="comment">// end namespace Eigen</span></div>
<div class="line"><a name="l00129"></a><span class="lineno">  129</span>&#160; </div>
<div class="line"><a name="l00130"></a><span class="lineno">  130</span>&#160;<span class="comment">//vim: ai ts=4 sts=4 et sw=4</span></div>
<div class="line"><a name="l00131"></a><span class="lineno">  131</span>&#160;<span class="preprocessor">#endif </span><span class="comment">// EIGEN_NUMERICAL_DIFF_H</span></div>
<div class="line"><a name="l00132"></a><span class="lineno">  132</span>&#160; </div>
<div class="ttc" id="aclassEigen_1_1NumericalDiff_html"><div class="ttname"><a href="classEigen_1_1NumericalDiff.html">Eigen::NumericalDiff</a></div><div class="ttdef"><b>Definition:</b> NumericalDiff.h:39</div></div>
<div class="ttc" id="aclassEigen_1_1NumericalDiff_html_a3f24699bf3bdcd03a7cee24ffefd35b6"><div class="ttname"><a href="classEigen_1_1NumericalDiff.html#a3f24699bf3bdcd03a7cee24ffefd35b6">Eigen::NumericalDiff::df</a></div><div class="ttdeci">int df(const InputType &amp;_x, JacobianType &amp;jac) const</div><div class="ttdef"><b>Definition:</b> NumericalDiff.h:66</div></div>
<div class="ttc" id="anamespaceEigen_html"><div class="ttname"><a href="namespaceEigen.html">Eigen</a></div><div class="ttdoc">Namespace containing all symbols from the Eigen library.</div></div>
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